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ProposalHelper.h
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1// @(#)root/roostats:$Id$
2// Authors: Kevin Belasco 7/22/2009
3// Authors: Kyle Cranmer 7/22/2009
4/*************************************************************************
5 * Copyright (C) 1995-2008, Rene Brun and Fons Rademakers. *
6 * All rights reserved. *
7 * *
8 * For the licensing terms see $ROOTSYS/LICENSE. *
9 * For the list of contributors see $ROOTSYS/README/CREDITS. *
10 *************************************************************************/
11
12#ifndef RooStats_ProposalHelper
13#define RooStats_ProposalHelper
14
15#include "Rtypes.h"
19#include "RooArgSet.h"
20#include "RooMsgService.h"
21#include "RooRealVar.h"
22#include "TMatrixDSym.h"
23#include "TObject.h"
24
25
26
27namespace RooStats {
28
29 class ProposalHelper : public TObject {
30
31 public:
33
34 // Set the PDF to be the proposal density function
35 virtual void SetPdf(RooAbsPdf& pdf) { fPdf = &pdf; }
36 // Set the bank of clues to add to the current proposal density function
37 virtual void SetClues(RooDataSet& clues) { fClues = &clues; }
38
39 // Get the ProposalFunction that we've been designing
41
42 virtual void SetCacheSize(Int_t size)
43 {
44 if (size > 0)
46 else
47 coutE(Eval) << "Warning: Requested non-positive cache size: " <<
48 size << ". Cache size unchanged." << std::endl;
49 }
50
51 virtual void SetUpdateProposalParameters(Bool_t updateParams)
52 { fUseUpdates = updateParams; }
53
54 virtual void SetVariables(RooArgList& vars)
55 { fVars = &vars; }
56
57 virtual void SetVariables(const RooArgList& vars)
58 { fVars = new RooArgList(vars); fOwnsVars = kTRUE; }
59
60 // set what fraction of the proposal density function should come from
61 // a uniform proposal distribution
62 virtual void SetUniformFraction(Double_t uniFrac) { fUniFrac = uniFrac; }
63
64 // set what fraction of the proposal density function should come from
65 // the bank of clues
66 virtual void SetCluesFraction(Double_t cluesFrac) { fCluesFrac = cluesFrac; }
67
68 // set the covariance matrix to use for a multi-variate Gaussian proposal
69 virtual void SetCovMatrix(const TMatrixDSym& covMatrix)
70 { fCovMatrix = new TMatrixDSym(covMatrix); }
71
72 // set what divisor we will use when dividing the range of a variable to
73 // determine the width of the proposal function for each dimension
74 // e.g. divisor = 6 for sigma = 1/6th
75 virtual void SetWidthRangeDivisor(Double_t divisor)
76 { if (divisor > 0.) fSigmaRangeDivisor = divisor; }
77
78 // set the option string to pass to the RooNDKeysPdf constructor
79 // if the bank of clues pdf is being automatically generated by this
80 // ProposalHelper
81 virtual void SetCluesOptions(const Option_t* options)
82 { if (options != NULL) fCluesOptions = options; }
83
84 virtual void SetVariables(RooArgSet& vars)
85 {
86 RooArgList* argList = new RooArgList(vars);
87 SetVariables(*argList);
89 }
90
92 {
93 if (fOwnsPdfProp) delete fPdfProp;
94 if (fOwnsPdf) delete fPdf;
95 if (fOwnsCluesPdf) delete fCluesPdf;
96 if (fOwnsVars) delete fVars;
97 delete fCovMatrix;
98 delete fUniformPdf;
99 }
100
101 protected:
102 RooAbsPdf* fPdf; // the main proposal density function
103 RooAbsPdf* fCluesPdf; // proposal dens. func. with clues for certain points
104 RooAbsPdf* fUniformPdf; // uniform proposal dens. func.
105 RooDataSet* fClues; // data set of clues
106 TMatrixDSym* fCovMatrix; // covariance matrix for multi var gaussian pdf
107 PdfProposal* fPdfProp; // the PdfProposal we are (probably) going to return
108 RooArgList* fVars; // the RooRealVars to generate proposals for
109 Int_t fCacheSize; // for generating proposals from PDFs
110 Double_t fSigmaRangeDivisor; // range divisor to get sigma for each variable
111 Double_t fUniFrac; // what fraction of the PDF integral is uniform
112 Double_t fCluesFrac; // what fraction of the PDF integral comes from clues
113 Bool_t fOwnsPdfProp; // whether we own the PdfProposal; equivalent to:
114 // !(whether we have returned it in GetProposalFunction)
115 Bool_t fOwnsPdf; // whether we created (and own) the main pdf
116 Bool_t fOwnsCluesPdf; // whether we created (and own) the clues pdf
117 Bool_t fOwnsVars; // whether we own fVars
118 Bool_t fUseUpdates; // whether to set updates for proposal params in PdfProposal
119 const Option_t* fCluesOptions; // option string for clues RooNDKeysPdf
120
121 void CreatePdf();
122 void CreateCluesPdf();
123 void CreateUniformPdf();
124 void CreateCovMatrix(RooArgList& xVec);
125
127 };
128}
129#endif
size_t size(const MatrixT &matrix)
retrieve the size of a square matrix
#define coutE(a)
double Double_t
Definition RtypesCore.h:59
const Bool_t kTRUE
Definition RtypesCore.h:100
const char Option_t
Definition RtypesCore.h:66
#define ClassDef(name, id)
Definition Rtypes.h:325
TMatrixTSym< Double_t > TMatrixDSym
RooArgList is a container object that can hold multiple RooAbsArg objects.
Definition RooArgList.h:22
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition RooArgSet.h:35
RooDataSet is a container class to hold unbinned data.
Definition RooDataSet.h:36
PdfProposal is a concrete implementation of the ProposalFunction interface.
Definition PdfProposal.h:30
ProposalFunction is an interface for all proposal functions that would be used with a Markov Chain Mo...
virtual void SetCovMatrix(const TMatrixDSym &covMatrix)
virtual void SetUpdateProposalParameters(Bool_t updateParams)
void CreateCovMatrix(RooArgList &xVec)
virtual void SetVariables(RooArgSet &vars)
virtual void SetPdf(RooAbsPdf &pdf)
virtual void SetWidthRangeDivisor(Double_t divisor)
virtual ProposalFunction * GetProposalFunction()
const Option_t * fCluesOptions
virtual void SetVariables(RooArgList &vars)
virtual void SetVariables(const RooArgList &vars)
virtual void SetCluesFraction(Double_t cluesFrac)
virtual void SetClues(RooDataSet &clues)
virtual void SetUniformFraction(Double_t uniFrac)
virtual void SetCacheSize(Int_t size)
virtual void SetCluesOptions(const Option_t *options)
Mother of all ROOT objects.
Definition TObject.h:41
Namespace for the RooStats classes.
Definition Asimov.h:19